Pages that link to "Item:Q1621639"
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The following pages link to On the multiplicity of option prices under CEV with positive elasticity of variance (Q1621639):
Displaying 6 items.
- Options with constant underlying elasticity in strikes (Q812141) (← links)
- A note on option pricing for the constant elasticity of variance model (Q1425568) (← links)
- A note on options and bubbles under the CEV model: implications for pricing and hedging (Q2211013) (← links)
- Computing the CEV option pricing formula using the semiclassical approximation of path integral (Q2223839) (← links)
- Pricing levered warrants under the CEV diffusion model (Q6549859) (← links)
- Finite maturity caps and floors on continuous flows under the constant elasticity of variance process (Q6586283) (← links)